Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-23 0.366196 0.403164 0.443644 0.491509 0.546884 0.609325 0.685620
2025-03-02 0.310212 0.354944 0.406695 0.471679 0.552085 0.649654 0.779136
2025-03-09 0.281800 0.332478 0.393772 0.474691 0.580782 0.718239 0.915282
2025-03-16 0.265414 0.321644 0.392380 0.490105 0.625352 0.812058 1.101341
2025-03-23 0.249042 0.308570 0.385960 0.497125 0.658475 0.894416 1.287877
2025-03-30 0.233785 0.295153 0.377211 0.499150 0.683816 0.968508 1.477751
2025-04-06 0.219263 0.281242 0.366126 0.496029 0.700283 1.030646 1.661879
2025-04-13 0.201710 0.261692 0.345276 0.475978 0.687327 1.041897 1.755440
2025-04-20 0.192707 0.253399 0.339734 0.478291 0.710154 1.117323 1.993352
2025-04-27 0.184190 0.245119 0.333405 0.478473 0.729035 1.188435 2.243536
2025-05-04 0.176329 0.237216 0.326936 0.477594 0.745631 1.257759 2.512391
2025-05-11 0.169973 0.231093 0.322650 0.479738 0.767660 1.341589 2.847532
2025-05-18 0.160075 0.219311 0.309117 0.465661 0.759033 1.362979 3.035417
2025-05-25 0.150209 0.207058 0.294076 0.447714 0.740908 1.360800 3.157774
2025-06-01 0.145564 0.202579 0.291177 0.450800 0.764371 1.456766 3.624284
2025-06-08 0.143546 0.202031 0.294548 0.465319 0.812850 1.622973 4.426955
2025-06-15 0.140160 0.199100 0.293724 0.471963 0.845759 1.759345 5.226579
2025-06-22 0.136177 0.194983 0.290600 0.473917 0.868691 1.875656 6.044790
2025-06-29 0.131658 0.189762 0.285248 0.471056 0.880355 1.963948 6.819559
2025-07-06 0.124847 0.180490 0.272376 0.452411 0.853188 1.932983 6.960991
2025-07-13 0.121809 0.177323 0.270030 0.454581 0.875636 2.058215 8.108632
2025-07-20 0.118649 0.173802 0.266845 0.454760 0.893306 2.174075 9.364076
2025-07-27 0.115528 0.170209 0.263326 0.453947 0.908426 2.286616 10.783714